Sequential Randomized Algorithms for Convex Optimization in the Presence of Uncertainty
Mohammadreza ChamanbazFabrizio DabbeneRoberto TempoVenkatakrishnan VenkataramananQing-Guo WangPublished in: CoRR (2013)
Keyphrases
- convex optimization
- randomized algorithms
- interior point methods
- lower bound
- approximation algorithms
- primal dual
- randomized algorithm
- convex optimization problems
- total variation
- convex relaxation
- worst case
- norm minimization
- practical problems
- alternating direction method of multipliers
- greedy algorithm
- computational complexity
- objective function